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~language:"eng"
~person:"Andersen, Torben"
~person:"Hamori, Shigeyuki"
~subject:"USA"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
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USA
Volatilität
Volatility
70
Estimation
49
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49
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45
Theorie
40
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40
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39
Börsenkurs
30
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30
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25
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Andersen, Torben
Hamori, Shigeyuki
Gupta, Rangan
245
Cebula, Richard J.
174
Bahmani-Oskooee, Mohsen
163
Wohar, Mark E.
109
Neumark, David
106
Bouri, Elie
104
Gil-Alaña, Luis A.
103
Viscusi, W. Kip
100
Uri, Noel Dean
97
Poterba, James M.
94
Ma, Feng
93
Gruber, Jonathan
87
Hammoudeh, Shawkat
86
McAleer, Michael
86
Tiwari, Aviral Kumar
83
Madura, Jeff
82
Apergēs, Nikolaos
80
Caporale, Guglielmo Maria
80
Partridge, Mark D.
80
Glaeser, Edward L.
78
Krueger, Alan B.
77
Serletis, Apostolos
77
Auerbach, Alan J.
73
Burkhauser, Richard V.
73
Payne, James E.
73
Heckman, James J.
72
Cutler, David M.
70
Feldstein, Martin S.
70
Jorgenson, Dale Weldeau
69
Card, David E.
68
Mishra, Ashok K.
68
Mixon, Franklin G.
68
Sirmans, Clemon F.
68
Slemrod, Joel
67
Audretsch, David B.
66
Fabozzi, Frank J.
65
Ewing, Bradley T.
64
Goodwin, Barry K.
64
McMillan, David G.
64
Wolff, Edward N.
64
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Journal of econometrics
11
The journal of finance : the journal of the American Finance Association
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Economic modelling
3
Research in international business and finance
3
Applied economics
2
Applied economics letters
2
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Asian economic and political issues
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Current politics and economics of Asia
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Economic inquiry : journal of the Western Economic Association International
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
International economic review
2
International review of financial analysis
2
Japan and the world economy : international journal of theory and policy
2
Journal of Asian economics
2
Journal of economics and finance
2
Journal of financial economics
2
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2
Journal of international financial markets, institutions & money
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Journal of risk and financial management : JRFM
2
The North American journal of economics and finance : a journal of financial economics studies
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Asia-Pacific financial markets
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Econometric theory
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Economics letters
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International journal of economics and finance
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International review of economics & finance : IREF
1
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1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic and social measurement
1
Journal of empirical finance
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of international economics
1
Journal of international money and finance
1
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
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ECONIS (ZBW)
88
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31
Modeling interest rate volatility : a Realized GARCH approach
Tian, Shuairu
;
Hamori, Shigeyuki
- In:
Journal of banking & finance
61
(
2015
),
pp. 158-171
Persistent link: https://www.econbiz.de/10011545170
Saved in:
32
Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
- In:
Econometrica : journal of the Econometric Society, an …
83
(
2015
)
3
,
pp. 1081-1145
Persistent link: https://www.econbiz.de/10011378591
Saved in:
33
The risk premia embedded in index options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
- In:
Journal of financial economics
117
(
2015
)
3
,
pp. 558-584
Persistent link: https://www.econbiz.de/10011480313
Saved in:
34
Causality-in-variance and causality-in-mean between the Greek sovereign bond yields and Southern European banking sector equity returns
Tamakoshi, Go
;
Hamori, Shigeyuki
- In:
Journal of economics and finance
38
(
2014
)
4
,
pp. 627-642
Persistent link: https://www.econbiz.de/10011333821
Saved in:
35
Co-movements among major European exchange rates : a multivariate time-varying asymmetric approach
Tamakoshi, Go
;
Hamori, Shigeyuki
- In:
International review of economics & finance : IREF
31
(
2014
),
pp. 105-113
Persistent link: https://www.econbiz.de/10010490436
Saved in:
36
Gold prices and exchange rates : a time-varying copula analysis
Yang, Lu
;
Hamori, Shigeyuki
- In:
Applied financial economics
24
(
2014
)
1/3
,
pp. 41-50
Persistent link: https://www.econbiz.de/10010389374
Saved in:
37
Greek sovereign bond index, volatility, and structural breaks
Tamakoshi, Go
;
Hamori, Shigeyuki
- In:
Journal of economics and finance
38
(
2014
)
4
,
pp. 687-697
Persistent link: https://www.econbiz.de/10011333815
Saved in:
38
Macroeconomic impacts of oil prices and underlying financial
Chen, Wang
;
Hamori, Shigeyuki
;
Kinkyō, Takuji
- In:
Journal of international financial markets, …
29
(
2014
),
pp. 1-12
Persistent link: https://www.econbiz.de/10010411554
Saved in:
39
On cross-currency transmissions between US dollar and euro LIBOR-OIS spreads
Tamakoshi, Go
;
Hamori, Shigeyuki
- In:
Research in international business and finance
30
(
2014
),
pp. 83-90
Persistent link: https://www.econbiz.de/10010390287
Saved in:
40
Reflecting on the VPIN dispute
Andersen, Torben
;
Bondarenko, Oleg
- In:
Journal of financial markets
17
(
2014
),
pp. 53-64
Persistent link: https://www.econbiz.de/10010436245
Saved in:
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